Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency |
scientific article |
Statements
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (English)
0 references
19 September 2017
0 references
fair valuation of insurance liabilities
0 references
market-consistent valuation
0 references
actuarial valuation
0 references
Solvency II
0 references
mean-variance hedging
0 references
0 references
